+712.5%
CAT vs URI
+1,313.6%
-601.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.9% | +0.3% | +3.8% |
| 7D | -2.4% | -4.0% | +1.6% | -0.3% |
| 30D | -25.0% | +6.8% | -31.8% | -27.5% |
| 3M | -28.7% | -2.8% | -25.9% | -27.9% |
| 6M | -33.0% | +20.9% | -53.8% | -39.3% |
| YTD | +5.4% | +40.2% | -34.8% | -13.7% |
| 1Y | +7.3% | +34.1% | -26.8% | -10.2% |
| 3Y | +166.0% | +164.1% | +1.9% | +52.0% |
| 5Y | +210.1% | +199.3% | +10.8% | +60.3% |
| 10Y | +712.5% | +1,218.8% | -506.3% | +98.2% |
| All | +712.5% | +1,313.6% | -601.1% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling